-42.6%
TNA vs DOCU
-71.6%
+29.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.5% | -3.4% | +2.9% | +1.5% |
| 30D | -0.7% | +9.3% | -10.0% | -5.7% |
| 3M | -21.5% | +30.2% | -51.7% | -33.6% |
| 6M | -11.2% | +62.1% | -73.4% | -35.9% |
| YTD | +27.0% | +13.5% | +13.4% | +9.7% |
| 1Y | +28.0% | +11.5% | +16.5% | +12.0% |
| 3Y | +142.9% | +89.5% | +53.4% | +42.3% |
| 5Y | -42.6% | -69.6% | +27.0% | -35.7% |
| All | -42.6% | -71.6% | +29.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling